Penn spoke during a visit to Tripoli on Wednesday.
He declined to comment on details about what he plans to do in the Libyan capital. But he told Associated Press Television News that he admires "the courage to say we want freedom. It's an extraordinary thing."
Standing outside a hotel, Penn also expressed confidence in Libya's efforts to make a transition to democracy.
He says that "an enormous price has been paid but I think that there is no question that they can follow it through."
The 51-year-old actor also has visited Egypt. He toured Cairo's Tahrir Square on Friday.